-35.1%
BITO vs XLU
+3.1%
-38.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -1.6% | -1.8% | -3.1% |
| 30D | +21.4% | -3.3% | +24.7% | +22.2% |
| 3M | +20.5% | -3.2% | +23.7% | +20.7% |
| 6M | +7.4% | -7.0% | +14.3% | +9.8% |
| YTD | -13.9% | +0.6% | -14.5% | -17.0% |
| 1Y | -35.1% | +2.4% | -37.5% | -35.6% |
| All | -35.1% | +3.1% | -38.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling